Anic Equity¶

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Total return since start: 0.571 %¶

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Equity now: -----------------------------> 47989.3 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46594.35 Kr¶

PnL: ---------------------------------------> -294.22 Kr¶

DD now: ---------------------------------> -1.317 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-23 09:47:58.569798'

Anic Portfolio¶

Today¶

Return: 0.159 %¶

This Week¶

Return: 0.159 %¶

Total¶

Return: 57.105 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 3.140000 3244.800000 273.800000 9.220000 2971.000006
HEBA B 70 1.910000 2807.000000 171.000000 6.490000 2636.000010
Boozt 12 1.420000 1710.000000 56.000000 3.390000 1653.999996
Corem Property Group B 59 2.120000 626.580000 49.580000 8.590000 576.999999
AcadeMedia 12 1.130000 600.000000 43.000000 7.720000 557.000004
MedCap 2 3.370000 460.000000 39.000000 9.260000 421.000000
Samhällsbyggnadsbo. i Norden B 20 2.020000 388.300000 33.300000 9.380000 355.000000
Resurs Holding 22 0.400000 603.460000 29.460000 5.130000 573.999998
OEM International B 7 1.540000 554.400000 26.400000 5.000000 527.999997
FM Mattsson Mora Group B 50 -0.840000 2950.000000 23.000000 0.790000 2927.000000
SAAB B 8 -1.160000 3400.000000 23.000000 0.680000 3377.000000
Intrum 4 2.240000 548.000000 21.000000 3.980000 527.000000
HMS Networks 2 0.930000 691.200000 18.200000 2.700000 673.000000
Eastnine 4 -0.470000 506.400000 15.400000 3.140000 491.000000
Coor Service Management Hold. 8 2.090000 546.400000 14.400000 2.710000 532.000000
Norva24 Group 16 -1.660000 550.720000 7.720000 1.420000 543.000000
CTEK 13 1.520000 538.070000 4.070000 0.760000 533.999999
Fastighetsbolag. Emilshus Pref 21 -0.370000 564.900000 2.900000 0.520000 562.000005
Swedbank A 3 -0.190000 566.250000 2.250000 0.400000 564.000000
Karnov Group 9 -0.500000 538.200000 2.200000 0.410000 536.000004
Creaspac SPAC 6 -0.310000 576.000000 -1.000000 -0.170000 577.000002
Essity B 2 -0.800000 572.800000 -1.200000 -0.210000 574.000000
Handelsbanken A 5 0.140000 544.750000 -1.250000 -0.230000 546.000000
Essity A 4 -0.350000 1146.000000 -3.000000 -0.260000 1149.000000
Samhällsbyggnadsbo. i Norden D 12 0.500000 242.160000 -3.840000 -1.560000 246.000000
Securitas B 6 0.280000 565.560000 -4.440000 -0.780000 570.000000
Nordea Bank Abp 29 0.000000 3448.680000 -5.320000 -0.150000 3453.999992
Sampo Oyj SDB 7 -0.180000 3836.000000 -14.000000 -0.360000 3850.000000
Midsona B 63 1.570000 568.890000 -14.110000 -2.420000 582.999984
International Petroleum Corp. 5 2.550000 562.000000 -32.570000 -5.480000 594.565215
Vivesto 1368 -2.850000 540.630000 -72.370000 -11.810000 612.999432
Axfood 13 0.280000 3671.200000 -84.800000 -2.260000 3756.000001
OX2 18 -0.250000 1445.400000 -218.600000 -13.140000 1663.999992
Fasadgruppen Group 35 0.400000 3500.000000 -311.000000 -8.160000 3810.999990
Ovzon 52 3.430000 2979.600000 -382.400000 -11.370000 3361.999992
TOTAL 46594.350000 -294.220000 -1.31728% 46888.564618

Updated:¶

'2023-01-23 09:48:10.831519'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶